+855.0%
EXPE vs ETR
+550.0%
+305.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -9.5% | +1.4% | -11.0% | -10.2% |
| 30D | -6.6% | +1.0% | -7.6% | -7.1% |
| 3M | +31.4% | -1.3% | +32.6% | +31.7% |
| 6M | +35.2% | +1.9% | +33.3% | +32.2% |
| YTD | +5.8% | +18.2% | -12.4% | -4.4% |
| 1Y | +38.7% | +24.7% | +14.0% | +21.8% |
| 3Y | +175.8% | +150.7% | +25.1% | +64.0% |
| 5Y | +111.8% | +127.0% | -15.2% | +29.9% |
| 10Y | +179.7% | +295.5% | -115.7% | +26.3% |
| All | +855.0% | +550.0% | +305.0% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling